The manual will tell you more about shortcuts than I can as I don't use them. There's just not much to it afaik. You browse to an item , long select on it to see if it brings up the context menu and select -Add To Shortcuts if the option is available.

Not everything brings up the context menu and not every item can be added to the shortcut menu. A little experimenting will let you know what items can and can't be added to your shortcuts.

That's mostly for creating them using the Context menu. I know there's ways to extend the usefulness of that by manually editing the /.rockbox/shortcuts.txt file http://download.rockbox.org/daily/ma...#x8-1010005.14 but it seemed too much work for too little benefit when I looked into it, YMMV. By the time the Shortcuts menu came along I was used to doing things a different way and changing what was working just hasn't seemed worth the effort.